+106.0%
LYV vs CRL
+38.6%
+67.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -1.9% | -3.5% | +1.6% | -1.3% |
| 30D | -8.2% | -2.1% | -6.0% | -7.9% |
| 3M | -1.3% | +48.0% | -49.2% | -8.0% |
| 6M | +2.6% | +64.7% | -62.1% | -6.9% |
| YTD | +19.4% | +39.5% | -20.1% | +11.3% |
| 1Y | -2.2% | +74.2% | -76.4% | -12.8% |
| 3Y | +106.0% | +39.4% | +66.7% | +87.8% |
| All | +106.0% | +38.6% | +67.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling